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This paper investigates maximizers of the information divergence from an exponential family $E$. It is shown that the $rI$-projection of a maximizer $P$ to $E$ is a convex combination of $P$ and a probability measure $P_-$ with disjoint…

Information Theory · Computer Science 2014-06-18 Johannes Rauh

Longitudinal studies are often subject to missing data. The ICH E9(R1) addendum addresses the importance of defining a treatment effect estimand with the consideration of intercurrent events. Jump-to-reference (J2R) is one classically…

Methodology · Statistics 2023-12-06 Siyi Liu , Shu Yang , Yilong Zhang , Guanghan , Liu

Consider the following problem: given two arbitrary densities $q_1,q_2$ and a sample-access to an unknown target density $p$, find which of the $q_i$'s is closer to $p$ in total variation. A remarkable result due to Yatracos shows that this…

Machine Learning · Computer Science 2025-12-16 Olivier Bousquet , Daniel Kane , Shay Moran

The seminal result of Johnson and Lindenstrauss on random embeddings has been intensively studied in applied and theoretical computer science. Despite that vast body of literature, we still lack of complete understanding of statistical…

Machine Learning · Computer Science 2021-04-13 Maciej Skorski

The authors mention work of Christensen, Mycielski, Tsujii, and others which is closely related to a survey article by the first author [math.FA/9210220].

Functional Analysis · Mathematics 2008-02-03 Brian R. Hunt , Tim Sauer , James A. Yorke

This article studies two regularized robust estimators of scatter matrices proposed (and proved to be well defined) in parallel in (Chen et al., 2011) and (Pascal et al., 2013), based on Tyler's robust M-estimator (Tyler, 1987) and on…

Probability · Mathematics 2015-01-20 Romain Couillet , Matthew R. McKay

A short comment about a recent note by Kiss and Sandor on the maximum values of additive representation functions.

Number Theory · Mathematics 2015-07-21 Labib Haddad

In the paper based on the question of Zhang and L\"{u}[15], we present one theorem which will improve and extend the results of Banerjee-Majumder [2] and a recent result of Li-Huang [9].

Complex Variables · Mathematics 2022-09-15 Abhijit Banerjee , Bikash Chakraborty

We study a generalization of the Random Energy Model to the case when the number of exponential factors varies at random. Also a relation between REM and the Erd"os-R'enyi limit theorem for maximums of partial sums is considered.

Probability · Mathematics 2007-05-23 O. Khorunzhiy

Comment on ``Demystifying Double Robustness: A Comparison of Alternative Strategies for Estimating a Population Mean from Incomplete Data'' [arXiv:0804.2958]

Methodology · Statistics 2008-12-18 Anastasios A. Tsiatis , Marie Davidian

Comment on ``Demystifying Double Robustness: A Comparison of Alternative Strategies for Estimating a Population Mean from Incomplete Data'' [arXiv:0804.2958]

Methodology · Statistics 2008-12-18 Greg Ridgeway , Daniel F. McCaffrey

We extend the results concerning the upper bounds for the maximum likelihood degree and the REML degree of the one-way random effects model presented in Gross et al. [Electron. J. Stat. 6 (2012), pp. 993-1016] to the case of the normal…

Statistics Theory · Mathematics 2016-10-25 Mariusz Grzadziel

Completely randomized experiments, originally developed by Fisher and Neyman in the 1930s, are still widely used in practice, even in online experimentation. However, such designs are of limited value for answering standard questions in…

This article is the rejoinder for the paper "Probabilistic Integration: A Role in Statistical Computation?" to appear in Statistical Science with discussion. We would first like to thank the reviewers and many of our colleagues who helped…

Our main goal in this work is to further improve the mixed norm estimates due to Fournier, and also Algervik and Kolyada, to more general rearrangement invariant (r.i.) spaces. In particular we find the optimal domains and the optimal…

Functional Analysis · Mathematics 2014-04-14 Nadia Clavero , Javier Soria

Randomized controlled trials (RCTs) are the gold standard for evaluating causal effects but are often costly and difficult to scale; consequently, they are frequently augmented with auxiliary external controls in many applications. Prior…

Methodology · Statistics 2026-05-28 Jiawei Shan , Yiteng Tu , Guanbo Wang , Chao Ying , Jiwei Zhao

We present some extensions of Bernstein's concentration inequality for random matrices. This inequality has become a useful and powerful tool for many problems in statistics, signal processing and theoretical computer science. The main…

Probability · Mathematics 2017-04-18 Stanislav Minsker

Linear model prediction with a large number of potential predictors is both statistically and computationally challenging. The traditional approaches are largely based on shrinkage selection/estimation methods, which are applicable even…

Methodology · Statistics 2024-09-17 Hanmei Sun , Jiangshan Zhang , Jiming Jiang

The authors consider the problem of estimating the density $g$ of independent and identically distributed variables $X\_i$, from a sample $Z\_1, ..., Z\_n$ where $Z\_i=X\_i+\sigma\epsilon\_i$, $i=1, ..., n$, $\epsilon$ is a noise…

Statistics Theory · Mathematics 2008-02-11 Fabienne Comte , Yves Rozenholc , Marie-Luce Taupin

This is to reply to a recent comment by Yang, Yuan and Zhang on ``Teleportation of two-quNit entanglement: Exploiting local resorces''.

Quantum Physics · Physics 2007-05-23 Nguyen Ba An
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